+23,416.3%
TSM vs SRE
+1,525.5%
+21,890.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +3.6% | -0.7% | +4.3% | +3.7% |
| 3M | -3.4% | -6.3% | +2.9% | -1.6% |
| 6M | +20.6% | -10.7% | +31.3% | +24.6% |
| YTD | +41.9% | -3.5% | +45.3% | +42.7% |
| 1Y | +84.4% | +5.3% | +79.1% | +79.9% |
| 3Y | +380.2% | +31.8% | +348.4% | +322.3% |
| 5Y | +275.3% | +47.4% | +228.0% | +212.6% |
| 10Y | +1,751.4% | +120.6% | +1,630.8% | +1,151.0% |
| All | +23,416.3% | +1,525.5% | +21,890.8% | +8,730.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling